[1]

These balances are composed of: principal balances of $350 million at December 31, 2016 and 2015, as well as the impact of ($3) million of unamortized deferred issuance costs and discount at December 31, 2016.

[2]

Prior to January 1, 2016, interest was payable at a fixed rate per annum of 4.153%.

[3]

These balances are composed of: principal balance of $42 million and $333 million at December 31, 2016 and 2015, respectively, as well as the impact from interest rate swaps of zero and ($2) million at December 31, 2016 and 2015, respectively. See Note 16 “Derivatives” for further information. In addition, the Company repurchased $125 million and $166 million of these securities on March 7, 2016 and July 28, 2016, respectively.

[4]

This subordinated debt was retired in 2016. At December 31, 2015, this balance was composed of a principal balance of $334 million; impact from interest rate swaps of ($3) million at December 31, 2015. See Note 16 “Derivatives” for further information. On July 28, 2016, the Company repurchased $334 million of these securities.

[5]

These balances are composed of: principal balances of $250 million at December 31, 2016 and 2015, as well as the impact of ($1) million of unamortized deferred issuance costs and discount at December 31, 2016.

[6]

These balances are composed of: principal balances of $750 million at December 31, 2016 and 2015, as well as the impact of ($1) million of unamortized deferred issuance costs and discount at December 31, 2016.

[7]

This balance is composed of: principal balance of $350 million at December 31, 2016, as well as the impact of ($2) million of unamortized deferred issuance costs and discount at December 31, 2016.

[8]

These securities were offered under CBNA’s Global Bank Note Program dated December 1, 2014.

[9]

This balance was reclassified to short-term borrowed funds at December 31, 2016. At December 31, 2015 the balance was composed of: principal balances of $750 million; impact from interest rate swaps of ($1) million. See Note 16 “Derivatives” for further information.

[10]

These balances are composed of: principal balances of $750 million at December 31, 2016 and 2015; impact from interest rate swaps of ($3) million at December 31, 2016 and 2015; and ($2) million of unamortized deferred issuance costs and discount at December 31, 2016. See Note 16 “Derivatives” for further information.

[11]

These balances are composed of: principal balances of $750 million at December 31, 2016 and 2015; impact from interest rate swaps of zero and $2 million at December 31, 2016 and 2015, respectively; and ($3) million of unamortized deferred issuance costs and discount at December 31, 2016. See Note 16 “Derivatives” for further information.

[12]

This balance is composed of: principal balance of $750 million at December 31, 2016; impact from interest rate swaps of ($7) million and ($2) million of unamortized deferred issuance costs and discount at December 31, 2016. See Note 16 “Derivatives” for further information.

[13]

This balance is composed of: principal balance of $1.0 billion at December 31, 2016; impact from interest rate swaps of ($30) million and ($5) million of unamortized deferred issuance costs and discount at December 31, 2016. See Note 16 “Derivatives” for further information.